While I don’t think anyone would argue with this reality, I do think there are many people out there who justify their inability to play by ear with the belief that playing an instrument is so complex that you absolutely must have written music in order to get the notes right.
Well, it just so happens that there is another fairly complex instrument that most of us can play with total ease, and we can play it totally by ear. That "instrument" is whistling. The next time you whistle, think about the complexity behind each note. Even the simplest of melodies requires you to raise and lower your tongue to change pitches, alter the force of your breath to hit high and low notes, and move your lips to dynamically change the size of the opening/aperture. That sounds a lot like playing an actual wind instrument, doesn't it?
Since we've mastered the ability to whistle by ear, and since whistling shares many of the same mechanics needed to play a wind instrument (really, the only difference is valves/keys), then it stands to reason that we should be able to play by ear on our instruments with the same ease with which we can whistle. Of course, for many of us this is easier said than done.
Fortunately, the same things you did while learning to whistle can improve your ability to play by ear on your *real* instrument. When you learned to whistle, you listened to pitches, or you had a pitch in mind, and you adjusted your mouth until you were able to match that the sounds you heard. As time went on, your accuracy improved and you got to the point where you could easily whistle any pitch or melody by ear. Guess what? You can do the very same thing on your horn with the aid of my ear training tool. And, yes, you really will improve your ability to play anything by ear!